Kernel density estimation

I will make a summary of ideas about nonparametric estimation, including some basics results to develop more advanced theory later. In the first post  we talk something about the density estimation and the nonparametric regression. Later, in posts about histogram (I,II,III,IV) , we saw how the histogram is a nonparametric estimator and we studied its […]

Density Estimation by Histograms (Part IV)

Today we will apply the ideas of the others post by a simple example. Before, we are going to answer the question of the last week. What is exactly the $latex {h_{opt}}&fg=000000$ if we assume that $latex \displaystyle \displaystyle f(x) = \frac{1}{\sqrt{2\pi}} \text{exp}\left(\frac{-x^2}{2}\right)? &fg=000000$ How $latex {f(x)}&fg=000000$ is the density of standard normal distribution. It is […]